Standard

Semiparametric regression estimation in copula models. / Bagdonaviius, Vilijandas; Malov, Sergey V.; Nikulin, Mikhail S.

в: Communications in Statistics - Theory and Methods, Том 35, № 8, 01.08.2006, стр. 1449-1467.

Результаты исследований: Научные публикации в периодических изданиях › статья › Рецензирование

Harvard

Bagdonaviius, V, Malov, SV & Nikulin, MS 2006, 'Semiparametric regression estimation in copula models', Communications in Statistics - Theory and Methods, Том. 35, № 8, стр. 1449-1467. https://doi.org/10.1080/03610920600637297

APA

Bagdonaviius, V., Malov, S. V., & Nikulin, M. S. (2006). Semiparametric regression estimation in copula models. Communications in Statistics - Theory and Methods, 35(8), 1449-1467. https://doi.org/10.1080/03610920600637297

Vancouver

Bagdonaviius V, Malov SV, Nikulin MS. Semiparametric regression estimation in copula models. Communications in Statistics - Theory and Methods. 2006 Авг. 1;35(8):1449-1467. https://doi.org/10.1080/03610920600637297

Author

Bagdonaviius, Vilijandas ; Malov, Sergey V. ; Nikulin, Mikhail S. / Semiparametric regression estimation in copula models. в: Communications in Statistics - Theory and Methods. 2006 ; Том 35, № 8. стр. 1449-1467.

BibTeX

@article{a14d23cc8c6f414aa59403c9abf512df,
title = "Semiparametric regression estimation in copula models",
abstract = "We consider some methods of semiparametric regression estimation in multivariate models when the common distribution function is represented using a copula and the marginals satisfy a generalized regression model using a transfer functional. Sufficient conditions for consistency and joint asymptotic normality of the finite-dimensional parameters are obtained.",
keywords = "Copula, Generalized additive-multiplicative model, Multivariate rank statistics, Semiparametric copulas, Transfer functional",
author = "Vilijandas Bagdonaviius and Malov, {Sergey V.} and Nikulin, {Mikhail S.}",
year = "2006",
month = aug,
day = "1",
doi = "10.1080/03610920600637297",
language = "English",
volume = "35",
pages = "1449--1467",
journal = "Communications in Statistics - Theory and Methods",
issn = "0361-0926",
publisher = "Taylor & Francis",
number = "8",

}

RIS

TY - JOUR

T1 - Semiparametric regression estimation in copula models

AU - Bagdonaviius, Vilijandas

AU - Malov, Sergey V.

AU - Nikulin, Mikhail S.

PY - 2006/8/1

Y1 - 2006/8/1

N2 - We consider some methods of semiparametric regression estimation in multivariate models when the common distribution function is represented using a copula and the marginals satisfy a generalized regression model using a transfer functional. Sufficient conditions for consistency and joint asymptotic normality of the finite-dimensional parameters are obtained.

AB - We consider some methods of semiparametric regression estimation in multivariate models when the common distribution function is represented using a copula and the marginals satisfy a generalized regression model using a transfer functional. Sufficient conditions for consistency and joint asymptotic normality of the finite-dimensional parameters are obtained.

KW - Copula

KW - Generalized additive-multiplicative model

KW - Multivariate rank statistics

KW - Semiparametric copulas

KW - Transfer functional

UR - http://www.scopus.com/inward/record.url?scp=33747627128&partnerID=8YFLogxK

U2 - 10.1080/03610920600637297

DO - 10.1080/03610920600637297

M3 - Article

AN - SCOPUS:33747627128

VL - 35

SP - 1449

EP - 1467

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

IS - 8

ER -

ID: 41855601